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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$48.5B
AUM Growth
-$2.6B
(-5.1%)
Cap. Flow
-$5.66B
Cap. Flow
% of AUM
-11.68%
Top 10 Holdings %
Top 10 Hldgs %
49.47%
Holding
5,442
New
1,250
Increased
971
Reduced
1,105
Closed
751
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$62.5M |
| 2 |
EBIX
Ebix Inc
EBIX
|
+$59M |
| 3 |
B
Barrick Mining
B
|
+$39.5M |
| 4 |
ACI Worldwide
ACIW
|
+$33M |
| 5 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$30.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$369M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$334M |
| 3 |
General Motors
GM
|
+$152M |
| 4 |
Meta Platforms (Facebook)
META
|
+$102M |
| 5 |
Citigroup
C
|
+$84M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Staples | 0.62% |
| 2 | Technology | 0.55% |
| 3 | Consumer Discretionary | 0.52% |
| 4 | Industrials | 0.47% |
| 5 | Financials | 0.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
BOBE
1126
PUT
DELISTED
Bob Evans Farms, Inc.
BOBE
| $1.06M | ﹤0.01% |
+16,400
| New | +$926K |
|
1127
PUT
Capri Holdings
CPRI
$1.83B
| $1.06M | ﹤0.01% |
27,800
-9,200
| -25% | -$362K |
|
1128
CALL
Equity Residential
EQR
$24.9B
| $1.06M | ﹤0.01% |
17,000
-54,800
| -76% | -$3.43M |
|
|
AMTD
1129
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.06M | ﹤0.01% |
27,200
-72,300
| -73% | -$3.08M |
|
1130
PUT
M&T Bank
MTB
$35.7B
| $1.05M | ﹤0.01% |
6,800
-2,400
| -26% | -$388K |
|
1131
CALL
Weyerhaeuser
WY
$18B
| $1.05M | ﹤0.01% |
30,900
-115,200
| -79% | -$3.75M |
|
|
AGU
1132
CALL
DELISTED
Agrium
AGU
| $1.05M | ﹤0.01% |
+11,000
| New | +$1.11M |
|
1133
CALL
ServiceNow
NOW
$115B
| $1.05M | ﹤0.01% |
60,000
+48,000
| +400% | +$837K |
|
1134
Element Solutions
ESI
$8.95B
| $1.04M | ﹤0.01% |
+80,295
| New | +$988K |
|
|
CRAY
1135
PUT
DELISTED
Cray, Inc.
CRAY
| $1.04M | ﹤0.01% |
47,600
+33,600
| +240% | +$663K |
|
1136
CALL
Signet Jewelers
SIG
$3.61B
| $1.04M | ﹤0.01% |
15,000
-28,000
| -65% | -$2.09M |
|
1137
CALL
Cognizant
CTSH
$24.9B
| $1.04M | ﹤0.01% |
17,400
-84,300
| -83% | -$4.85M |
|
1138
CALL
Estee Lauder
EL
$30.4B
| $1.04M | ﹤0.01% |
12,200
-93,800
| -88% | -$7.75M |
|
1139
CALL
Jack in the Box
JACK
$312M
| $1.04M | ﹤0.01% |
10,200
+6,400
| +168% | +$663K |
|
1140
CALL
CNX Resources
CNX
$5.3B
| $1.03M | ﹤0.01% |
73,320
-44,280
| -38% | -$624K |
|
1141
Valmont Industries
VMI
$9.3B
| $1.02M | ﹤0.01% |
6,592
+6,578
| +46,986% | +$971K |
|
|
WLL
1142
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $1.02M | ﹤0.01% |
361
-217
| -38% | -$702K |
|
1143
CALL
Urban Outfitters
URBN
$6.35B
| $1.02M | ﹤0.01% |
42,900
+26,200
| +157% | +$679K |
|
1144
CALL
TE Connectivity
TEL
$59.6B
| $1.02M | ﹤0.01% |
13,700
+3,700
| +37% | +$272K |
|
1145
CALL
Fair Isaac
FICO
$24.3B
| $1.02M | ﹤0.01% |
7,900
+3,900
| +98% | +$495K |
|
1146
PUT
Compass Minerals
CMP
$1.23B
| $1.02M | ﹤0.01% |
15,000
+11,000
| +275% | +$838K |
|
1147
Kinross Gold
KGC
$27.4B
| $1.02M | ﹤0.01% |
+289,876
| New | +$1.04M |
|
1148
CALL
Twilio
TWLO
$30B
| $1.01M | ﹤0.01% |
+35,200
| New | +$1.06M |
|
|
1149
PUT
Fair Isaac
FICO
$24.3B
| $1.01M | ﹤0.01% |
7,800
+3,800
| +95% | +$482K |
|
|
IDTI
1150
PUT
DELISTED
Integrated Device Technology I
IDTI
| $1.01M | ﹤0.01% |
42,500
+36,500
| +608% | +$896K |
|
Similar funds
Parallax Volatility Advisers's Q1 2017 Portfolio in Review
As of Q1 2017, Parallax Volatility Advisers held 5,442 positions worth $48.5B, down 5.1% from $51.1B the previous quarter. Its ten largest holdings account for 49% of the portfolio.
Parallax Volatility Advisers withdrew a net $5.66B in Q1 2017, closing 751 positions and reducing 1,105 holdings. Its most notable exit was Bank of America, an estimated $72.1M position sold in full.
By sector, the portfolio is most concentrated in Consumer Staples at 0.62% of assets, up from 0.6% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Barrick Mining worth $40.6M.
- Parallax Volatility Advisers's largest Q1 2017 buy was Barrick Mining: 2,139,443 shares worth $40.6M.
- Parallax Volatility Advisers added most to Caterpillar in Q1 2017, an estimated $62.5M increase.
- Parallax Volatility Advisers's biggest Q1 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $369M.
- Parallax Volatility Advisers fully exited Bank of America in Q1 2017, selling an estimated $72.1M.
- Parallax Volatility Advisers's ten largest holdings make up 49% of its $48.5B portfolio in Q1 2017.
- Parallax Volatility Advisers opened 1,250 new positions and closed 751 in Q1 2017.
- Parallax Volatility Advisers's portfolio value fell 5.1% quarter-over-quarter to $48.5B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2017, filed 15 May 2017.